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Abstract
For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, develop risk & execution models, perform post-trade analysis, and conduct important academic research. Tick Data understands the challenges associated with collecting, formatting, maintaining, and updating historical intraday data. In the financial world, traders, analysts, and academic researchers cannot afford to spend time preparing data for analysis. That’s why we don’t just offer historical data; we offer historical data solutions.
Research Area
Financial Markets
Corporate Finance
Corporate Finance
Keywords
volatility of volatility, hedging errors, risk premiums, heterogeneous monetary policy response, distributional consequences of monetary policy, employer-employee level dataset, monetary policy surprise shocks, heterogeneous wage rigidity, monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures
JEL Classification
G12, G13, G10, E44
Working Paper References
Topic
Macro Finance
Consumption
Saving and Borrowing
Consumption
Saving and Borrowing
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]
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